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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−194.25%
3d Period Avg+26.22%
swing±41.52%
LONG BloFin · now
−2146.27%
3d avg:−16.76%
SHORT Gate.io · now
−2340.52%
3d avg:+9.46%
Entry Spread Now
−0.572%
Against youL 0.02621 · S 0.02606−$57.23 if it converges
24h range −1.56%…+2.52% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$12.88
−0.13%
$Avg Daily PnL
+$4.71
+0.0471%
★Best Day
+$8.89
Sep 27
◎Open Interest
⚡Funding APR
+17.18%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.